Managed investment portfolios are employed in a variety of contexts. In an example, an investor may contract with a financial services entity to provide investment of funds. In some instances, the financial services entity may be providing management of an investment portfolio with a particular goal that is not necessarily contractually guaranteed. For example, the investment portfolio may be in the form of a target date fund, in which funds are typically reallocated so as to reduce weighting toward equities as the target date is approached, thereby balancing risk of loss of account value due to poor equity market performance against the risk of failing to meet desired account values. By way of further example, the contract may include one or more guarantees associated with the performance of the investment portfolio. For example, an investment fund, such as a hedge fund, a mutual fund qualified under the Investment Act of 1940 or a fund of mutual funds or other investments, may have a contractual or insurance product associated guarantee. Such guarantees may include guarantees of a minimum income over a time period, a guarantee of a minimum account balance by a certain date, or other guarantees.
In still other examples, the financial services entity may be an insurance company that makes annuity products available. Such annuity products may include variable annuities having guarantees, such as guarantees of minimum withdrawals, minimum account values, and/or combinations of such guarantees.
Systems that implement processing of data related to managed investment portfolios with improved management of risks relating to fluctuations in market value of portfolio components would be desirable.